NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 16-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2009 |
16-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
73.52 |
74.79 |
1.27 |
1.7% |
73.12 |
| High |
75.26 |
76.40 |
1.14 |
1.5% |
76.10 |
| Low |
73.14 |
74.79 |
1.65 |
2.3% |
72.87 |
| Close |
75.11 |
76.39 |
1.28 |
1.7% |
73.62 |
| Range |
2.12 |
1.61 |
-0.51 |
-24.1% |
3.23 |
| ATR |
1.78 |
1.77 |
-0.01 |
-0.7% |
0.00 |
| Volume |
2,843 |
2,448 |
-395 |
-13.9% |
18,188 |
|
| Daily Pivots for day following 16-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.69 |
80.15 |
77.28 |
|
| R3 |
79.08 |
78.54 |
76.83 |
|
| R2 |
77.47 |
77.47 |
76.69 |
|
| R1 |
76.93 |
76.93 |
76.54 |
77.20 |
| PP |
75.86 |
75.86 |
75.86 |
76.00 |
| S1 |
75.32 |
75.32 |
76.24 |
75.59 |
| S2 |
74.25 |
74.25 |
76.09 |
|
| S3 |
72.64 |
73.71 |
75.95 |
|
| S4 |
71.03 |
72.10 |
75.50 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.89 |
81.98 |
75.40 |
|
| R3 |
80.66 |
78.75 |
74.51 |
|
| R2 |
77.43 |
77.43 |
74.21 |
|
| R1 |
75.52 |
75.52 |
73.92 |
76.48 |
| PP |
74.20 |
74.20 |
74.20 |
74.67 |
| S1 |
72.29 |
72.29 |
73.32 |
73.25 |
| S2 |
70.97 |
70.97 |
73.03 |
|
| S3 |
67.74 |
69.06 |
72.73 |
|
| S4 |
64.51 |
65.83 |
71.84 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.24 |
|
2.618 |
80.61 |
|
1.618 |
79.00 |
|
1.000 |
78.01 |
|
0.618 |
77.39 |
|
HIGH |
76.40 |
|
0.618 |
75.78 |
|
0.500 |
75.60 |
|
0.382 |
75.41 |
|
LOW |
74.79 |
|
0.618 |
73.80 |
|
1.000 |
73.18 |
|
1.618 |
72.19 |
|
2.618 |
70.58 |
|
4.250 |
67.95 |
|
|
| Fisher Pivots for day following 16-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
76.13 |
75.82 |
| PP |
75.86 |
75.24 |
| S1 |
75.60 |
74.67 |
|